st: testing the equality of coefficients across quantiles

[fatma bircan <bircan@metu.edu.tr>]

Fatma Bircan
Middle East Technical University
Department of Economics
210-2032


How do I tset the equality of parameters across quantiles .

I tried the following

 test [q10=q25=q50=q75=q90]:   yrschl 

 ( 1)  [q10]yrschl - [q25]yrschl = 0
 ( 2)  [q10]yrschl - [q50]yrschl = 0
 ( 3)  [q10]yrschl - [q75]yrschl = 0
 ( 4)  [q10]yrschl - [q90]yrschl = 0

       F(  4,  5806) =    5.09
            Prob > F =    0.0004

But it doesnt give all the combinations. I f I specify all the
combinations then the df changes. What should I do?




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